Strategy Tester Report
Copernicus_Basic_USDJPY_M5_V6
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2004.01.01 02:00 - 2026.02.27 23:55 (2004.01.01 - 2026.03.01) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | Basic_setting=""; MagicNumber=20200531; FixLots=1; Slippage=5; MaxSpread=3; Kuuhaku2=""; points_pips="1pips=10points"; Kuuhaku3=""; Money_management=""; MoneyManage=false; RiskRate=100; MoneyManageKind=1; Kuuhaku6=""; setumei2=""; Kuuhaku7=""; GMT_Title=""; GMT=2; _summertime=""; Summertime=1; PositionClose2_Title=""; WeekEnd_Close=true; EntryAvoidance_Title=""; EntryNG_MonthDay=true; | ||||
| テストバー数 | 1655064 | モデルティック数 | 380780093 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 9179442.37 | 総利益 | 21733664.65 | 総損失 | -12554222.28 |
| プロフィットファクタ | 1.73 | 期待利得 | 4099.80 | ||
| 絶対ドローダウン | 30003.58 | 最大ドローダウン | 205778.83 (4.19%) | 相対ドローダウン | 15.31% (175399.48) |
| 総取引数 | 2239 | 売りポジション(勝率%） | 1107 (66.49%) | 買いポジション(勝率%） | 1132 (70.41%) |
| 勝率(%) | 1533 (68.47%) | 負率 (%) | 706 (31.53%) | ||
| 最大 | 勝トレード | 64100.00 | 敗トレード | -139600.00 | |
| 平均 | 勝トレード | 14177.21 | 敗トレード | -17782.18 | |
| 最大 | 連勝(金額) | 17 (250277.35) | 連敗(金額) | 6 (-68600.00) | |
| 最大 | 連勝(トレード数) | 462274.52 (15) | 連敗(トレード数) | -163300.00 (4) | |
| 平均 | 連勝 | 3 | 連敗 | 1 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 751 | 2006.07.27 21:20 | sell | 249 | 1.00 | 115.835 | 0.000 | 0.000 | ||
| 752 | 2006.07.27 21:20 | modify | 249 | 1.00 | 115.835 | 117.235 | 115.235 | ||
| 753 | 2006.07.28 06:00 | close | 249 | 1.00 | 115.795 | 117.235 | 115.235 | 2408.18 | 1689232.07 |
| 754 | 2006.07.28 06:20 | buy | 250 | 1.00 | 115.706 | 0.000 | 0.000 | ||
| 755 | 2006.07.28 06:20 | modify | 250 | 1.00 | 115.706 | 114.306 | 116.306 | ||
| 756 | 2006.07.28 10:30 | close | 250 | 1.00 | 115.555 | 114.306 | 116.306 | -15100.00 | 1674132.07 |
| 757 | 2006.08.02 05:35 | buy | 251 | 1.00 | 114.264 | 0.000 | 0.000 | ||
| 758 | 2006.08.02 05:35 | modify | 251 | 1.00 | 114.264 | 112.864 | 114.864 | ||
| 759 | 2006.08.02 08:00 | close | 251 | 1.00 | 114.327 | 112.864 | 114.864 | 6300.00 | 1680432.07 |
| 760 | 2006.08.08 04:00 | buy | 252 | 1.00 | 114.970 | 0.000 | 0.000 | ||
| 761 | 2006.08.08 04:00 | modify | 252 | 1.00 | 114.970 | 113.570 | 115.570 | ||
| 762 | 2006.08.08 05:55 | close | 252 | 1.00 | 115.125 | 113.570 | 115.570 | 15500.00 | 1695932.07 |
| 763 | 2006.08.11 02:55 | sell | 253 | 1.00 | 115.371 | 0.000 | 0.000 | ||
| 764 | 2006.08.11 02:55 | modify | 253 | 1.00 | 115.371 | 116.771 | 114.771 | ||
| 765 | 2006.08.11 03:20 | close | 253 | 1.00 | 115.251 | 116.771 | 114.771 | 12000.00 | 1707932.07 |
| 766 | 2006.08.11 05:10 | sell | 254 | 1.00 | 115.446 | 0.000 | 0.000 | ||
| 767 | 2006.08.11 05:10 | modify | 254 | 1.00 | 115.446 | 116.846 | 114.846 | ||
| 768 | 2006.08.11 09:20 | close | 254 | 1.00 | 115.698 | 116.846 | 114.846 | -25200.00 | 1682732.07 |
| 769 | 2006.08.14 02:10 | buy | 255 | 1.00 | 116.192 | 0.000 | 0.000 | ||
| 770 | 2006.08.14 02:10 | modify | 255 | 1.00 | 116.192 | 114.792 | 116.792 | ||
| 771 | 2006.08.14 06:45 | close | 255 | 1.00 | 116.283 | 114.792 | 116.792 | 9100.00 | 1691832.07 |
| 772 | 2006.08.18 07:30 | buy | 256 | 1.00 | 115.925 | 0.000 | 0.000 | ||
| 773 | 2006.08.18 07:30 | modify | 256 | 1.00 | 115.925 | 114.525 | 116.525 | ||
| 774 | 2006.08.18 10:10 | close | 256 | 1.00 | 115.956 | 114.525 | 116.525 | 3100.00 | 1694932.07 |
| 775 | 2006.08.22 23:00 | buy | 257 | 1.00 | 116.538 | 0.000 | 0.000 | ||
| 776 | 2006.08.22 23:00 | modify | 257 | 1.00 | 116.538 | 115.138 | 117.138 | ||
| 777 | 2006.08.23 07:55 | close | 257 | 1.00 | 116.391 | 115.138 | 117.138 | -13955.55 | 1680976.53 |
| 778 | 2006.09.11 02:55 | buy | 258 | 1.00 | 116.764 | 0.000 | 0.000 | ||
| 779 | 2006.09.11 02:55 | modify | 258 | 1.00 | 116.764 | 115.364 | 117.364 | ||
| 780 | 2006.09.11 08:05 | close | 258 | 1.00 | 116.786 | 115.364 | 117.364 | 2200.00 | 1683176.53 |
| 781 | 2006.09.12 03:15 | buy | 259 | 1.00 | 117.466 | 0.000 | 0.000 | ||
| 782 | 2006.09.12 03:15 | modify | 259 | 1.00 | 117.466 | 116.066 | 118.066 | ||
| 783 | 2006.09.12 04:00 | close | 259 | 1.00 | 117.617 | 116.066 | 118.066 | 15100.00 | 1698276.53 |
| 784 | 2006.09.19 20:15 | sell | 260 | 1.00 | 117.750 | 0.000 | 0.000 | ||
| 785 | 2006.09.19 20:15 | modify | 260 | 1.00 | 117.750 | 119.150 | 117.150 | ||
| 786 | 2006.09.20 01:35 | close | 260 | 1.00 | 117.599 | 119.150 | 117.150 | 13480.85 | 1711757.38 |
| 787 | 2006.09.20 12:45 | sell | 261 | 1.00 | 117.417 | 0.000 | 0.000 | ||
| 788 | 2006.09.20 12:45 | modify | 261 | 1.00 | 117.417 | 118.817 | 116.817 | ||
| 789 | 2006.09.20 15:30 | close | 261 | 1.00 | 117.191 | 118.817 | 116.817 | 22600.00 | 1734357.38 |
| 790 | 2006.10.17 20:15 | sell | 262 | 1.00 | 118.803 | 0.000 | 0.000 | ||
| 791 | 2006.10.17 20:15 | modify | 262 | 1.00 | 118.803 | 120.203 | 118.203 | ||
| 792 | 2006.10.17 23:55 | close | 262 | 1.00 | 118.790 | 120.203 | 118.203 | 1300.00 | 1735657.38 |
| 793 | 2006.10.18 00:00 | buy | 263 | 1.00 | 118.759 | 0.000 | 0.000 | ||
| 794 | 2006.10.18 00:00 | modify | 263 | 1.00 | 118.759 | 117.359 | 119.359 | ||
| 795 | 2006.10.18 00:50 | close | 263 | 1.00 | 118.534 | 117.359 | 119.359 | -22500.00 | 1713157.38 |
| 796 | 2006.10.18 12:05 | sell | 264 | 1.00 | 118.730 | 0.000 | 0.000 | ||
| 797 | 2006.10.18 12:05 | modify | 264 | 1.00 | 118.730 | 120.130 | 118.130 | ||
| 798 | 2006.10.18 19:35 | close | 264 | 1.00 | 119.018 | 120.130 | 118.130 | -28800.00 | 1684357.38 |
| 799 | 2006.10.23 04:50 | sell | 265 | 1.00 | 118.756 | 0.000 | 0.000 | ||
| 800 | 2006.10.23 04:50 | modify | 265 | 1.00 | 118.756 | 120.156 | 118.156 | ||
| 801 | 2006.10.23 10:30 | close | 265 | 1.00 | 118.939 | 120.156 | 118.156 | -18300.00 | 1666057.38 |
| 802 | 2006.10.27 02:55 | sell | 266 | 1.00 | 118.567 | 0.000 | 0.000 | ||
| 803 | 2006.10.27 02:55 | modify | 266 | 1.00 | 118.567 | 119.967 | 117.967 | ||
| 804 | 2006.10.27 04:25 | close | 266 | 1.00 | 118.462 | 119.967 | 117.967 | 10500.00 | 1676557.38 |
| 805 | 2006.10.27 08:25 | buy | 267 | 1.00 | 118.374 | 0.000 | 0.000 | ||
| 806 | 2006.10.27 08:25 | modify | 267 | 1.00 | 118.374 | 116.974 | 118.974 | ||
| 807 | 2006.10.27 10:10 | close | 267 | 1.00 | 118.494 | 116.974 | 118.974 | 12000.00 | 1688557.38 |
| 808 | 2006.11.01 05:25 | sell | 268 | 1.00 | 116.985 | 0.000 | 0.000 | ||
| 809 | 2006.11.01 05:25 | modify | 268 | 1.00 | 116.985 | 118.385 | 116.385 | ||
| 810 | 2006.11.01 08:00 | close | 268 | 1.00 | 116.968 | 118.385 | 116.385 | 1700.00 | 1690257.38 |
| 811 | 2006.11.08 09:20 | sell | 269 | 1.00 | 117.767 | 0.000 | 0.000 | ||
| 812 | 2006.11.08 09:20 | modify | 269 | 1.00 | 117.767 | 119.167 | 117.167 | ||
| 813 | 2006.11.08 10:50 | close | 269 | 1.00 | 117.554 | 119.167 | 117.167 | 21300.00 | 1711557.38 |
| 814 | 2006.11.14 11:45 | sell | 270 | 1.00 | 117.892 | 0.000 | 0.000 | ||
| 815 | 2006.11.14 11:45 | modify | 270 | 1.00 | 117.892 | 119.292 | 117.292 | ||
| 816 | 2006.11.14 13:50 | close | 270 | 1.00 | 117.714 | 119.292 | 117.292 | 17800.00 | 1729357.38 |
| 817 | 2006.11.20 05:20 | sell | 271 | 1.00 | 117.963 | 0.000 | 0.000 | ||
| 818 | 2006.11.20 05:20 | modify | 271 | 1.00 | 117.963 | 119.363 | 117.363 | ||
| 819 | 2006.11.20 08:50 | close | 271 | 1.00 | 117.861 | 119.363 | 117.363 | 10200.00 | 1739557.38 |
| 820 | 2006.11.24 19:00 | sell | 272 | 1.00 | 115.916 | 0.000 | 0.000 | ||
| 821 | 2006.11.24 19:00 | modify | 272 | 1.00 | 115.916 | 117.316 | 115.316 | ||
| 822 | 2006.11.24 21:00 | close | 272 | 1.00 | 115.767 | 117.316 | 115.316 | 14900.00 | 1754457.38 |
| 823 | 2006.11.27 06:25 | sell | 273 | 1.00 | 115.775 | 0.000 | 0.000 | ||
| 824 | 2006.11.27 06:25 | modify | 273 | 1.00 | 115.775 | 117.175 | 115.175 | ||
| 825 | 2006.11.27 11:55 | close | 273 | 1.00 | 115.970 | 117.175 | 115.175 | -19500.00 | 1734957.38 |
| 826 | 2006.12.04 03:45 | sell | 274 | 1.00 | 115.496 | 0.000 | 0.000 | ||
| 827 | 2006.12.04 03:45 | modify | 274 | 1.00 | 115.496 | 116.896 | 114.896 | ||
| 828 | 2006.12.04 07:35 | close | 274 | 1.00 | 115.545 | 116.896 | 114.896 | -4900.00 | 1730057.38 |
| 829 | 2006.12.14 02:00 | buy | 275 | 1.00 | 117.419 | 0.000 | 0.000 | ||
| 830 | 2006.12.14 02:00 | modify | 275 | 1.00 | 117.419 | 116.019 | 118.019 | ||
| 831 | 2006.12.14 02:15 | close | 275 | 1.00 | 117.513 | 116.019 | 118.019 | 9400.00 | 1739457.38 |
| 832 | 2006.12.14 06:30 | sell | 276 | 1.00 | 117.585 | 0.000 | 0.000 | ||
| 833 | 2006.12.14 06:30 | modify | 276 | 1.00 | 117.585 | 118.985 | 116.985 | ||
| 834 | 2006.12.14 08:50 | close | 276 | 1.00 | 117.452 | 118.985 | 116.985 | 13300.00 | 1752757.38 |
| 835 | 2007.01.08 02:10 | buy | 277 | 1.00 | 118.531 | 0.000 | 0.000 | ||
| 836 | 2007.01.08 02:10 | modify | 277 | 1.00 | 118.531 | 117.131 | 119.131 | ||
| 837 | 2007.01.08 05:50 | close | 277 | 1.00 | 118.420 | 117.131 | 119.131 | -11100.00 | 1741657.38 |
| 838 | 2007.01.26 04:05 | buy | 278 | 1.00 | 121.301 | 0.000 | 0.000 | ||
| 839 | 2007.01.26 04:05 | modify | 278 | 1.00 | 121.301 | 119.901 | 121.901 | ||
| 840 | 2007.01.26 04:55 | close | 278 | 1.00 | 121.374 | 119.901 | 121.901 | 7300.00 | 1748957.38 |
| 841 | 2007.02.01 04:35 | buy | 279 | 1.00 | 120.541 | 0.000 | 0.000 | ||
| 842 | 2007.02.01 04:35 | modify | 279 | 1.00 | 120.541 | 119.141 | 121.141 | ||
| 843 | 2007.02.01 06:00 | close | 279 | 1.00 | 120.730 | 119.141 | 121.141 | 18900.00 | 1767857.38 |
| 844 | 2007.02.01 18:35 | sell | 280 | 1.00 | 120.700 | 0.000 | 0.000 | ||
| 845 | 2007.02.01 18:35 | modify | 280 | 1.00 | 120.700 | 122.100 | 120.100 | ||
| 846 | 2007.02.02 04:35 | close | 280 | 1.00 | 120.728 | 122.100 | 120.100 | -4460.99 | 1763396.40 |
| 847 | 2007.02.06 01:20 | buy | 281 | 1.00 | 120.185 | 0.000 | 0.000 | ||
| 848 | 2007.02.06 01:20 | modify | 281 | 1.00 | 120.185 | 118.785 | 120.785 | ||
| 849 | 2007.02.06 01:40 | close | 281 | 1.00 | 120.105 | 118.785 | 120.785 | -8000.00 | 1755396.40 |
| 850 | 2007.02.14 06:10 | sell | 282 | 1.00 | 121.266 | 0.000 | 0.000 | ||
| 851 | 2007.02.14 06:10 | modify | 282 | 1.00 | 121.266 | 122.666 | 120.666 | ||
| 852 | 2007.02.14 07:00 | close | 282 | 1.00 | 121.220 | 122.666 | 120.666 | 4600.00 | 1759996.40 |
| 853 | 2007.02.26 18:55 | sell | 283 | 1.00 | 120.740 | 0.000 | 0.000 | ||
| 854 | 2007.02.26 18:55 | modify | 283 | 1.00 | 120.740 | 122.140 | 120.140 | ||
| 855 | 2007.02.26 20:50 | close | 283 | 1.00 | 120.657 | 122.140 | 120.140 | 8300.00 | 1768296.40 |
| 856 | 2007.02.26 22:05 | buy | 284 | 1.00 | 120.543 | 0.000 | 0.000 | ||
| 857 | 2007.02.26 22:05 | modify | 284 | 1.00 | 120.543 | 119.143 | 121.143 | ||
| 858 | 2007.02.27 00:05 | close | 284 | 1.00 | 120.650 | 119.143 | 121.143 | 11470.72 | 1779767.11 |
| 859 | 2007.03.01 04:20 | buy | 285 | 1.00 | 118.372 | 0.000 | 0.000 | ||
| 860 | 2007.03.01 04:20 | modify | 285 | 1.00 | 118.372 | 116.972 | 118.972 | ||
| 861 | 2007.03.01 10:40 | close | 285 | 1.00 | 118.428 | 116.972 | 118.972 | 5600.00 | 1785367.11 |
| 862 | 2007.03.02 01:45 | sell | 286 | 1.00 | 117.772 | 0.000 | 0.000 | ||
| 863 | 2007.03.02 01:45 | modify | 286 | 1.00 | 117.772 | 119.172 | 117.172 | ||
| 864 | 2007.03.02 03:30 | close | 286 | 1.00 | 117.534 | 119.172 | 117.172 | 23800.00 | 1809167.11 |
| 865 | 2007.03.05 01:05 | buy | 287 | 1.00 | 116.558 | 0.000 | 0.000 | ||
| 866 | 2007.03.05 01:05 | modify | 287 | 1.00 | 116.558 | 115.158 | 117.158 | ||
| 867 | 2007.03.05 01:25 | close | 287 | 1.00 | 116.318 | 115.158 | 117.158 | -24000.00 | 1785167.11 |
| 868 | 2007.03.05 23:20 | buy | 288 | 1.00 | 115.643 | 0.000 | 0.000 | ||
| 869 | 2007.03.05 23:20 | modify | 288 | 1.00 | 115.643 | 114.243 | 116.243 | ||
| 870 | 2007.03.06 01:30 | close | 288 | 1.00 | 115.584 | 114.243 | 116.243 | -5161.94 | 1780005.18 |
| 871 | 2007.03.08 05:10 | sell | 289 | 1.00 | 116.272 | 0.000 | 0.000 | ||
| 872 | 2007.03.08 05:10 | modify | 289 | 1.00 | 116.272 | 117.672 | 115.672 | ||
| 873 | 2007.03.08 11:45 | close | 289 | 1.00 | 116.981 | 117.672 | 115.672 | -70900.00 | 1709105.18 |
| 874 | 2007.03.08 21:35 | buy | 290 | 1.00 | 117.106 | 0.000 | 0.000 | ||
| 875 | 2007.03.08 21:35 | modify | 290 | 1.00 | 117.106 | 115.706 | 117.706 | ||
| 876 | 2007.03.09 00:25 | close | 290 | 1.00 | 117.218 | 115.706 | 117.706 | 11948.45 | 1721053.63 |
| 877 | 2007.03.12 03:00 | buy | 291 | 1.00 | 118.201 | 0.000 | 0.000 | ||
| 878 | 2007.03.12 03:00 | modify | 291 | 1.00 | 118.201 | 116.801 | 118.801 | ||
| 879 | 2007.03.12 04:35 | close | 291 | 1.00 | 118.311 | 116.801 | 118.801 | 11000.00 | 1732053.63 |
| 880 | 2007.03.19 22:30 | buy | 292 | 1.00 | 117.486 | 0.000 | 0.000 | ||
| 881 | 2007.03.19 22:30 | modify | 292 | 1.00 | 117.486 | 116.086 | 118.086 | ||
| 882 | 2007.03.20 00:50 | close | 292 | 1.00 | 117.646 | 116.086 | 118.086 | 16750.76 | 1748804.39 |
| 883 | 2007.03.23 07:05 | sell | 293 | 1.00 | 118.161 | 0.000 | 0.000 | ||
| 884 | 2007.03.23 07:05 | modify | 293 | 1.00 | 118.161 | 119.561 | 117.561 | ||
| 885 | 2007.03.23 09:25 | close | 293 | 1.00 | 118.050 | 119.561 | 117.561 | 11100.00 | 1759904.39 |
| 886 | 2007.03.23 19:55 | sell | 294 | 1.00 | 118.016 | 0.000 | 0.000 | ||
| 887 | 2007.03.23 19:55 | modify | 294 | 1.00 | 118.016 | 119.416 | 117.416 | ||
| 888 | 2007.03.23 23:00 | close | 294 | 1.00 | 118.064 | 119.416 | 117.416 | -4800.00 | 1755104.39 |
| 889 | 2007.03.29 03:20 | sell | 295 | 1.00 | 117.102 | 0.000 | 0.000 | ||
| 890 | 2007.03.29 03:20 | modify | 295 | 1.00 | 117.102 | 118.502 | 116.502 | ||
| 891 | 2007.03.29 03:55 | close | 295 | 1.00 | 116.731 | 118.502 | 116.502 | 37100.00 | 1792204.39 |
| 892 | 2007.04.02 07:40 | buy | 296 | 1.00 | 117.697 | 0.000 | 0.000 | ||
| 893 | 2007.04.02 07:40 | modify | 296 | 1.00 | 117.697 | 116.297 | 118.297 | ||
| 894 | 2007.04.02 11:40 | close | 296 | 1.00 | 117.801 | 116.297 | 118.297 | 10400.00 | 1802604.39 |
| 895 | 2007.04.04 02:20 | buy | 297 | 1.00 | 118.781 | 0.000 | 0.000 | ||
| 896 | 2007.04.04 02:20 | modify | 297 | 1.00 | 118.781 | 117.381 | 119.381 | ||
| 897 | 2007.04.04 02:40 | close | 297 | 1.00 | 118.937 | 117.381 | 119.381 | 15600.00 | 1818204.39 |
| 898 | 2007.04.17 03:20 | buy | 298 | 1.00 | 119.591 | 0.000 | 0.000 | ||
| 899 | 2007.04.17 03:20 | modify | 298 | 1.00 | 119.591 | 118.191 | 120.191 | ||
| 900 | 2007.04.17 07:50 | close | 298 | 1.00 | 119.675 | 118.191 | 120.191 | 8400.00 | 1826604.39 |